Stream session: Equity market neutral and quant strategies

Following a generally good year in 2011 for equity
market-neutral and quant strategies, four specialists gathered
on stage to discuss the benefits of these approaches, and what
makes their strategies work.

Lecubarri observed that the inherently low beta of a
market-neutral strategy can be a disadvantage in the eyes of
investors, particularly when the market is rallying. His fund
– a sector-neutral equity strategy focused purely on
financials stocks, and the only non-quant fund represented
on...

ISSN: 2151-1845 / CDC10004H

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